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PRU vs. MFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRU and MFC is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PRU vs. MFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Financial, Inc. (PRU) and Manulife Financial Corporation (MFC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRU:

-0.23

MFC:

1.00

Sortino Ratio

PRU:

-0.11

MFC:

1.43

Omega Ratio

PRU:

0.98

MFC:

1.21

Calmar Ratio

PRU:

-0.25

MFC:

1.61

Martin Ratio

PRU:

-0.63

MFC:

4.90

Ulcer Index

PRU:

10.25%

MFC:

5.52%

Daily Std Dev

PRU:

28.92%

MFC:

27.49%

Max Drawdown

PRU:

-88.53%

MFC:

-83.74%

Current Drawdown

PRU:

-16.91%

MFC:

-1.89%

Fundamentals

Market Cap

PRU:

$38.02B

MFC:

$54.63B

EPS

PRU:

$6.34

MFC:

$1.89

PE Ratio

PRU:

16.94

MFC:

16.80

PEG Ratio

PRU:

0.66

MFC:

0.90

PS Ratio

PRU:

0.63

MFC:

1.82

PB Ratio

PRU:

1.23

MFC:

1.68

Total Revenue (TTM)

PRU:

$60.46B

MFC:

$44.71B

Gross Profit (TTM)

PRU:

$61.67B

MFC:

$33.35B

EBITDA (TTM)

PRU:

$2.56B

MFC:

$6.03B

Returns By Period

In the year-to-date period, PRU achieves a -9.20% return, which is significantly lower than MFC's 4.45% return. Over the past 10 years, PRU has underperformed MFC with an annualized return of 6.72%, while MFC has yielded a comparatively higher 10.43% annualized return.


PRU

YTD

-9.20%

1M

4.82%

6M

-13.20%

1Y

-6.50%

5Y*

21.03%

10Y*

6.72%

MFC

YTD

4.45%

1M

10.36%

6M

-0.25%

1Y

27.24%

5Y*

29.70%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

PRU vs. MFC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRU
The Risk-Adjusted Performance Rank of PRU is 3434
Overall Rank
The Sharpe Ratio Rank of PRU is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 3232
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 3636
Martin Ratio Rank

MFC
The Risk-Adjusted Performance Rank of MFC is 8383
Overall Rank
The Sharpe Ratio Rank of MFC is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MFC is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MFC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MFC is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MFC is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRU vs. MFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Manulife Financial Corporation (MFC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current PRU Sharpe Ratio is -0.23, which is lower than the MFC Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PRU and MFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PRU vs. MFC - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.94%, more than MFC's 3.71% yield.


TTM20242023202220212020201920182017201620152014
PRU
Prudential Financial, Inc.
4.94%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%
MFC
Manulife Financial Corporation
3.71%4.15%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%3.36%

Drawdowns

PRU vs. MFC - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, which is greater than MFC's maximum drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for PRU and MFC. For additional features, visit the drawdowns tool.


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Volatility

PRU vs. MFC - Volatility Comparison

Prudential Financial, Inc. (PRU) has a higher volatility of 7.84% compared to Manulife Financial Corporation (MFC) at 5.62%. This indicates that PRU's price experiences larger fluctuations and is considered to be riskier than MFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PRU vs. MFC - Financials Comparison

This section allows you to compare key financial metrics between Prudential Financial, Inc. and Manulife Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-10.00B0.0010.00B20.00B30.00B20212022202320242025
13.47B
11.68B
(PRU) Total Revenue
(MFC) Total Revenue
Values in USD except per share items